The following pages link to Xiao-Feng Shao (Q1011244):
Displaying 50 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Partial martingale difference correlation (Q151601) (← links)
- (Q366975) (redirect page) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
- A stochastic dynamic programming approach-based yield management with substitution and uncertainty in semiconductor manufacturing (Q552292) (← links)
- Modeling and analysis of material flows in re-entrant supply chain networks using modified partial differential equations (Q624771) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Effects of sourcing structure on performance in a multiple-product assemble-to-order supply chain (Q1011246) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
- Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- Interpoint distance based two sample tests in high dimension (Q2040058) (← links)
- Technology investments into a supplier with upstream entry (Q2083947) (← links)
- Robust inference for change points in high dimension (Q2101465) (← links)
- Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- A conversation with Stephen Portnoy (Q2163080) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Omnichannel retail move in a dual-channel supply chain (Q2240033) (← links)
- Two sample inference for the second-order property of temporally dependent functional data (Q2348730) (← links)
- On a general class of long run variance estimators (Q2446261) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Statistical comparisons of methods for interpolating the output of a numerical air quality model (Q2455714) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Common coupled fixed point theorems for weakly compatible mappings in fuzzy metric spaces (Q2510622) (← links)
- Coverage bound for fixed-b subsampling and generalized subsampling for time series (Q2828611) (← links)
- LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
- A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (Q2886972) (← links)
- ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA (Q2937716) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- A Self-Normalized Approach to Confidence Interval Construction in Time Series (Q4632634) (← links)
- Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series (Q4632649) (← links)
- Limit theorems for iterated random functions (Q4819468) (← links)
- Testing Mutual Independence in High Dimension via Distance Covariance (Q4962074) (← links)
- Fixed<i>b</i>Subsampling and the Block Bootstrap: Improved Confidence Sets based on<i>p</i>-Value Calibration (Q5088213) (← links)
- Inference for Linear Models with Dependent Errors (Q5088220) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- Fixed-b asymptotics for blockwise empirical likelihood (Q5248909) (← links)
- The Dependent Random Weighting (Q5251502) (← links)
- The Dependent Wild Bootstrap (Q5254950) (← links)
- Testing for Change Points in Time Series (Q5255598) (← links)
- On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series (Q5378359) (← links)
- Self‐normalization for Spatial Data (Q5418627) (← links)
- Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model (Q6044082) (← links)
